| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4748 | -0.1834 | -0.1777 | -0.0586 | 0.1475 | -0.371 | -0.4278 |
| (p-val) | (0.4692 ) | (0.5984 ) | (0.468 ) | (0.9289 ) | (0.5908 ) | (0.097 ) | (0.1616 ) |
| Estimates ( 2 ) | 0.4187 | -0.1585 | -0.1835 | 0 | 0.1443 | -0.3631 | -0.4364 |
| (p-val) | (0.0207 ) | (0.4235 ) | (0.4153 ) | (NA ) | (0.5968 ) | (0.0724 ) | (0.1258 ) |
| Estimates ( 3 ) | 0.424 | -0.1644 | -0.1601 | 0 | 0 | -0.3837 | -0.3338 |
| (p-val) | (0.019 ) | (0.4093 ) | (0.4791 ) | (NA ) | (NA ) | (0.0423 ) | (0.1939 ) |
| Estimates ( 4 ) | 0.4647 | -0.2326 | 0 | 0 | 0 | -0.3748 | -0.4378 |
| (p-val) | (0.0078 ) | (0.1974 ) | (NA ) | (NA ) | (NA ) | (0.0415 ) | (0.0281 ) |
| Estimates ( 5 ) | 0.3869 | 0 | 0 | 0 | 0 | -0.3882 | -0.4497 |
| (p-val) | (0.0181 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0264 ) | (0.0217 ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -0.00349593233244016 |
| 0.00238535551340020 |
| 0.00786542136828755 |
| 0.00452019221846179 |
| -0.00426538245778322 |
| 0.00148725028603300 |
| 0.00125200210501358 |
| -0.00355484066093495 |
| 0.0124313790953901 |
| -0.00975669828300997 |
| 0.0154596214468776 |
| 0.0077866829579856 |
| 0.0179791179459375 |
| -0.000935844018031754 |
| 0.000598561288894673 |
| -0.00316650181173826 |
| -0.0102824802470858 |
| 0.0163823242198481 |
| 0.0149102183925726 |
| 0.00319655253037967 |
| -0.0206039378903401 |
| -0.000882905308118654 |
| 0.00296747394774661 |
| 0.000861988900838081 |
| 0.00184406533925355 |
| 0.00146089616652112 |
| 0.0096106546601646 |
| -0.00707014786770123 |
| 0.000978435388881345 |
| 0.0120403127077053 |
| -0.00827177971202424 |
| 0.00482601101666274 |
| 0.0213480997755122 |
| 0.0017408831517071 |
| 0.0234525265133477 |
| -0.00401436534850377 |
